The Research of Taiwan 50 index Fund and Mini Taiwan stock index Futures、Options hedge trading strategies
碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 96 === This research refers to the TXO (Taiwan index options) short side transaction strategies and sell the MTX (Mini Taiwan stock index futures) to avoid the system risk of holding the Taiwan 50 index fund. The sample periods from January 28, 2004 to December 20,...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36154878922112247120 |